Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2012

• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012, "Combining Two Consistent Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029007.
• John C. Chao & Jerry A. Hausman & Whitney K. Newey & Norman R. Swanson & Tiemen Woutersen, 2012, "An Expository Note on the Existence of Moments of Fuller and HFUL Estimators," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029009.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2012, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Jerry Hausman", DOI: 10.1108/S0731-9053(2012)0000029020.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2012, "On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Advances in Econometrics, Emerald Group Publishing Limited, "30th Anniversary Edition", DOI: 10.1108/S0731-9053(2012)0000030012.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2012, "The effect of structural breaks on the Engle-Granger test for cointegration," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 1, pages 99-132.
• Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde, 2012, "Ajuste del ingreso en México con un enfoque bayesiano," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 27, issue 2, pages 273-293.
• Muhammad Nadim Hanif & Muhammad Jahanzeb Malik & Javed Iqbal, 2012, "Intrinsic Inflation Persistence in a Developing Country," Working Papers, eSocialSciences, number id:5040, Jul.
• Waqas Ahmed & Adnan Haider & Javed Iqbal, 2012, "Estimation of Discount Factor ß and Coefficient of Relative Risk Aversion ? in Selected Countries," Working Papers, eSocialSciences, number id:5087, Aug.
• Santos Silva, Joao M C & Tenreyro, Silvana & Wei, Kehai, 2012, "Estimating the Extensive Margin of Trade," Economics Discussion Papers, University of Essex, Department of Economics, number 8969.
• Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO, 2012, "Common Drifting Volatility in Large Bayesian VARs," Economics Working Papers, European University Institute, number ECO2012/08.
• Gianna Figa-Talamanca & Maria Letizia Guerra, 2012, "Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 62, issue 2, pages 162-179, May.
• Filatriau Olivier & Frédéric Reynès, 2012, "A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2012-09, Feb.
• Joël CARIOLLE, 2012, "Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Joël CARIOLLE, 2012, "Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005," Working Papers, FERDI, number I14, Mar.
• Yingyao Hu & Arthur Lewbel, 2012, "Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 7, issue 2, pages 163-192, June.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012, "Common drifting volatility in large Bayesian VARs," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1206, DOI: 10.26509/frbc-wp-201206.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating high-dimensional dynamic models: sieve value function iteration," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1210, DOI: 10.26509/frbc-wp-201210.
• Enrique Martínez García & Diego Vilán & Mark A. Wynne, 2012, "Bayesian estimation of NOEM models: identification and inference in small samples," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 105.
• Flavia Barsotti & Simona Sanfelici, 2012, "Microstructure effect on firm’s volatility risk," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-05, Oct.
• Cecilia Mancini & Vanessa Mattiussi & Roberto Reno', 2012, "Spot Volatility Estimation Using Delta Sequences," Working Papers - Mathematical Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number 2012-10, Jul.
• Elias Soukiazis & Eva Muchova, 2012, "Slovak economic growth and the consistency of the balance-of-payments constraint approach," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2012-16, Oct.
• Ramesh Kumar & Koh Geok Eng, 2012, "Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis," Journal of Global Business and Economics, Global Research Agency, volume 4, issue 1, pages 40-49, January.
• Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou, 2012, "Measuring human development: a stochastic dominance approach," Working Papers, University of Guelph, Department of Economics and Finance, number 1209.
• Lanouar Charfeddine & Dominique Guegan, 2012, "Breaks or long memory behavior: An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-01314013, Nov, DOI: 10.1016/j.physa.2012.06.036.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00717629, May.
• Lanouar Charfeddine & Dominique Guegan, 2012, "Breaks or long memory behaviour : an empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00722032, Jul.
• Eric Heyer & Mathieu Plane, 2012, "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Post-Print, HAL, number hal-01024681, Dec, DOI: 10.3917/reof.126.0123.
• Lanouar Charfeddine & Dominique Guegan, 2012, "Breaks or long memory behavior: An empirical investigation," Post-Print, HAL, number hal-01314013, Nov, DOI: 10.1016/j.physa.2012.06.036.
• Bertrand Candelon & Christophe Hurlin & Sessi Tokpavi, 2012, "Sampling Error and Double Shrinkage Estimation of Minimum Variance Portfolios," Post-Print, HAL, number hal-01385835, DOI: 10.1016/j.jempfin.2012.04.010.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2012, "The effects of the subprime crisis on the Latin American financial markets: an empirical assessment," Post-Print, HAL, number hal-01411539.
• Laurent Linnemer & Philippe Février & Michael Visser, 2012, "Testing for asymmetric information in the viager market," Post-Print, HAL, number hal-01629755, Feb, DOI: 10.1016/j.jpubeco.2011.08.010.
• Serge Rey & Olivier Peron, 2012, "Trade and Convergence of Per Capita Income in the Indian Ocean Zone, 1950-2008," Post-Print, HAL, number hal-01885296, DOI: 10.1007/s00168-011-0462-4.
• Jacques Jaussaud & Serge Rey, 2012, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Post-Print, HAL, number hal-01885297, DOI: 10.1111/j.1468-0106.2011.00569.x.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Post-Print, HAL, number halshs-00717629, May.
• Lanouar Charfeddine & Dominique Guegan, 2012, "Breaks or long memory behavior: An empirical investigation," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-01314013, Nov, DOI: 10.1016/j.physa.2012.06.036.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2012, "Star wars: The empirics strike back," PSE Working Papers, HAL, number halshs-00710122, Jun.
• Eric Heyer & Mathieu Plane, 2012, "Impact des allègements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques," Sciences Po Economics Publications (main), HAL, number hal-01024681, Dec, DOI: 10.3917/reof.126.0123.
• Bernard Salanié & Alfred Galichon, 2012, "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Sciences Po Economics Publications (main), HAL, number hal-01053710, Sep.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2012, "Star wars: The empirics strike back," Sciences Po Economics Publications (main), HAL, number halshs-00710122, Jun.
• Bernard Salanié & Alfred Galichon, 2012, "Cupid's Invisible Hand: Social Surplus and Identification in Matching Models," Working Papers, HAL, number hal-01053710, Sep.
• Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2012, "Star wars: The empirics strike back," Working Papers, HAL, number halshs-00710122, Jun.
• Lanouar Charfeddine & Dominique Guegan, 2012, "Breaks or long memory behaviour : an empirical investigation," Working Papers, HAL, number halshs-00722032, Jul.
• Michel Lubrano & Abdoul Aziz Junior Ndoye, 2012, "Bayesian Unconditional Quantile Regression: An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009," Working Papers, HAL, number halshs-00790688, Jan.
• Tae-Hwan Kim & Christophe Muller, 2012, "Bias Transmission and Variance Reduction in Two-Stage Quantile Regression," Working Papers, HAL, number halshs-00793372, Jun.
• Holmberg, Ulf, 2012, "Error Corrected Disequilibrium," Umeå Economic Studies, Umeå University, Department of Economics, number 837, Feb.
• Holmberg, Ulf, 2012, "Essays on Credit Markets and Banking," Umeå Economic Studies, Umeå University, Department of Economics, number 840, Mar.
• Hiroaki Chigira & Tsunemasa Shiba, 2012, "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-248, Oct.
• Andras Fulop & Junye Li & Jun Yu, 2012, "Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-264, Dec.
• Ahmed Bensaida, 2012, "Improving the Forecasting Power of Volatility Models," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, volume 2, issue 3, pages 51-64, July.
• Bernhard, Sarah & Kruppe, Thomas, 2012, "Effectiveness of further vocational training in Germany : empirical findings for persons receiving means-tested unemployment benefit," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201210.
• Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012, "Averaging of moment condition estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP26/12, Sep.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2012, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP33/12, Oct.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP37/12, Nov.
• Eric Gautier & Stefan Hoderlein, 2012, "A triangular treatment effect model with random coefficients in the selection equation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP39/12, Dec.
• Stefan Hoderlein & Robert Sherman, 2012, "Identification and estimation in a correlated random coefficients binary response model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP42/12, Dec.
• Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf, 2012, "Inference for best linear approximations to set identified functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP43/12, Dec.
• Wildo González, 2012, "Un Gran VAR Bayesiano para la Economia Chilena," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 27, issue 2, pages 75-119, October.
• Kentaro Kikuchi & Kohei Shintani, 2012, "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-04, Apr.
• Kentaro Kikuchi, 2012, "Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 12-E-08, Jun.
• Kentaro Kikuchi & Kohei Shintani, 2012, "Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 30, pages 75-122, November.
• Arturo Lorenzo Valdés & Rocío Durán Vázquez & Leticia Armenta Fraire, 2012, "Conditional Correlation Between Oil and Stock Market Returns: The Case of Mexico," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 7, issue 1, pages 49-63, Enero-Jun.
• GAALICHE Makram & HAMMAS Mohamed Amine, 2012, "La Micro-Entreprise, Moyen De Lutte Contre La Pauvreté: Mise En Évidence Par L’Application Au Niveau Des Régions Tunisiennes," Romanian Journal of Economics, Institute of National Economy, volume 35, issue 2(44), pages 75-87, December.
• Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 16, May.
• Matteo Luciani & Libero Monteforte, 2012, "Uncertainty and Heterogeneity in factor models forecasting," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number 5, May.
• Rothe, Christoph, 2012, "Decomposing the Composition Effect," IZA Discussion Papers, IZA Network @ LISER, number 6397, Feb.
• Pesaran, M. Hashem, 2012, "Testing Weak Cross-Sectional Dependence in Large Panels," IZA Discussion Papers, IZA Network @ LISER, number 6432, Mar.
• Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012, "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 6583, May.
• Sevilla, Almudena & Gimenez-Nadal, José Ignacio & Gershuny, Jonathan I., 2012, "Leisure Inequality in the United States: 1965-2003," IZA Discussion Papers, IZA Network @ LISER, number 6708, Jul.
• Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F., 2012, "A Simple Method to Visualize Results in Nonlinear Regression Models," IZA Discussion Papers, IZA Network @ LISER, number 6781, Aug.
• Giles, John T. & Murtazashvili, Irina, 2012, "A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China," IZA Discussion Papers, IZA Network @ LISER, number 6887, Sep.
• Dupuy, Arnaud & Galichon, Alfred, 2012, "Canonical Correlation and Assortative Matching: A Remark," IZA Discussion Papers, IZA Network @ LISER, number 6942, Oct.
• O'Neill, Donal & Sweetman, Olive, 2012, "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 7008, Nov.
• GAALICHE Makram, 2012, "Impact of the Qualitative and Quantitative Aspects of Human Activity on the Ecosystem: Demonstration through the Use of Ecological Footprint Approach," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• David E. Card & David S. Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NRN working papers, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria, number 2012-14, Nov.
• Vujić Sunčica & Koopman Siem Jan & Commandeur J.F., 2012, "Economic Trends and Cycles in Crime: A Study for England and Wales," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 232, issue 6, pages 652-677, December, DOI: 10.1515/jbnst-2012-0607.
• William Barnett & Alfredo Medio & Apostolos Serletis, 2012, "Nonlinear And Complex Dynamics In Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201223, Sep, revised Sep 2012.
• William Barnett, 2012, "Fellowís Opinion Article: Tastes and Technology: Curvature is not Sufficient for Regularity," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201232, Sep, revised Sep 2012.
• William Barnett & Meenakshi Pasupathy, 2012, "Regularity Of The Generalized Quadratic Production Model: A Counterexample," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201235, Sep, revised Sep 2012.
• William Barnett & Apostolos Serletis & Demitre Serletis, 2012, "Nonlinear and Complex Dynamics in Economics," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201238, Sep, revised Sep 2012.
• Mark Podolskij & Mathieu Rosenbaum, 2012, "Testing the local volatility assumption: a statistical approach," Annals of Finance, Springer, volume 8, issue 1, pages 31-48, February, DOI: 10.1007/s10436-011-0180-z.
• Ba Chu, 2012, "Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios," Annals of Finance, Springer, volume 8, issue 1, pages 97-122, February, DOI: 10.1007/s10436-011-0182-x.
• Per Mykland, 2012, "A Gaussian calculus for inference from high frequency data," Annals of Finance, Springer, volume 8, issue 2, pages 235-258, May, DOI: 10.1007/s10436-010-0152-8.
• Lan Zhang, 2012, "Implied and realized volatility: empirical model selection," Annals of Finance, Springer, volume 8, issue 2, pages 259-275, May, DOI: 10.1007/s10436-010-0168-0.
• F. Comte & L. Coutin & E. Renault, 2012, "Affine fractional stochastic volatility models," Annals of Finance, Springer, volume 8, issue 2, pages 337-378, May, DOI: 10.1007/s10436-010-0165-3.
• Ba Chu, 2012, "Approximation of Asymmetric Multivariate Return Distributions," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 19, issue 3, pages 293-318, September, DOI: 10.1007/s10690-011-9150-8.
• Chin Yang & Anthony Loviscek & Hui Cheng & Ken Hung, 2012, "A Note on Allen’s Arc Elasticity with Arithmetic, Geometric and Harmonic Means," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 40, issue 2, pages 161-171, June, DOI: 10.1007/s11293-012-9315-5.
• Ron Kemp & Nikki Kersten & Astrid Severijnen, 2012, "Price Effects of Dutch Hospital Mergers: An Ex-post Assessment of Hip Surgery," De Economist, Springer, volume 160, issue 3, pages 237-255, September, DOI: 10.1007/s10645-012-9189-6.
• Thorsten Poddig & Albina Unger, 2012, "On the robustness of risk-based asset allocations," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 369-401, September, DOI: 10.1007/s11408-012-0190-5.
• Mohammed Bouaddi & Abderrahim Taamouti, 2012, "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 4, pages 469-494, December, DOI: 10.1007/s11408-012-0199-9.
• R. Pace & Shuang Zhu, 2012, "Separable spatial modeling of spillovers and disturbances," Journal of Geographical Systems, Springer, volume 14, issue 1, pages 75-90, January, DOI: 10.1007/s10109-011-0155-7.
• Qiang Cai & Gerard Rushton & Budhendra Bhaduri, 2012, "Validation tests of an improved kernel density estimation method for identifying disease clusters," Journal of Geographical Systems, Springer, volume 14, issue 3, pages 243-264, July, DOI: 10.1007/s10109-010-0146-0.
• Justin Yates & Sujeevraja Sanjeevi, 2012, "Assessing the impact of vulnerability modeling in the protection of critical infrastructure," Journal of Geographical Systems, Springer, volume 14, issue 4, pages 415-435, October, DOI: 10.1007/s10109-012-0161-4.
• Nolwenn Roudaut & Anne Vanhems, 2012, "Explaining firms efficiency in the Ivorian manufacturing sector: a robust nonparametric approach," Journal of Productivity Analysis, Springer, volume 37, issue 2, pages 155-169, April, DOI: 10.1007/s11123-011-0227-1.
• Liang Peng, 2012, "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, volume 45, issue 3, pages 804-827, October, DOI: 10.1007/s11146-010-9286-8.
• Octavian Carare, 2012, "Reserve Prices in Repeated Auctions," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 40, issue 3, pages 225-247, May, DOI: 10.1007/s11151-011-9321-9.
• Yoram Amiel & Frank Cowell & Wulf Gaertner, 2012, "Distributional orderings: an approach with seven flavors," Theory and Decision, Springer, volume 73, issue 3, pages 381-399, September, DOI: 10.1007/s11238-011-9243-x.
• Giorgio Calzolari & Roxana Halbleib & Alessandro Parrini, 2012, "Indirect Estimation of α-Stable Garch Models," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2012-31, Nov.
• Jian Wu & Zhengjun Zhang & Yong Zhao, 2012, "Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 62-81.
• Natalia Melgar, 2012, "Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes Towards Immigrants and Free-Trade," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 82-88.
• Fithra Faisal Hastiadi, 2012, "Regionalism in East Asia: The Way Forward," Working Papers in Economics and Business, Faculty of Economics and Business, University of Indonesia, number 201208, Jul, revised Jul 2012.
• Ginters Buss, 2012, "A New Real-Time Indicator for the Euro Area GDP," Working Papers, Latvijas Banka, number 2012/02, Jul.
• Ginters Buss, 2012, "Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach," Working Papers, Latvijas Banka, number 2012/06, Dec.
• Yoichi Otsubo, 2012, "Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 12-6.
• Michael Donadelli & Lorenzo Prosperi, 2012, "The Equity Risk Premium: Empirical Evidence from Emerging Markets," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 1201.
• Otilia Boldea & Alastair R. Hall, 2012, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 174.
• Badi H. Baltagi & Qu Feng & Chihwa Kao, 2012, "A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 137, May.
• Badi H. Baltagi & Chihwa Kao & Long Liu, 2012, "On The Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 143, Sep.
• Badi H. Baltagi & Ying Deng, 2012, "EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 146, Oct.
• Donal O'Neill & Olive sweetman, 2012, "The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n232b-12.pdf.
• Burak Saltoglu & M. Ege Yazgan, 2012, "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue S5, pages 48-63, November.
• Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter, 2012, "A simple method to visualize results in nonlinear regression models," Working Papers, University of Miami, Department of Economics, number 2012-4, Apr.
• Gholamreza Hajargasht and William E. Griffiths, 2012, "Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance," Department of Economics - Working Papers Series, The University of Melbourne, number 1149.
• Duangkamon Chotikapanich, William Griffiths, Wasana Karunarathne, D.S. Prasada Rao, 2012, "Calculating Poverty Measures from the Generalized Beta Income Distribution," Department of Economics - Working Papers Series, The University of Melbourne, number 1154.
• Christoph Engel, 2012, "Low Self-Control As a Source of Crime. A Meta-Study," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2012_04, Feb.
• Jieyao Ding, 2012, "A Portfolio of Dilemmas: Experimental Evidence on Choice Bracketing in a Mini-Trust Game," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2012_06, Mar.
• Ibrahim Ahamada & Djamel Kirat, 2012, "Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 12047, May.
• Degui Li & Dag Tjøstheim & Jiti Gao, 2012, "Nonlinear Regression with Harris Recurrent Markov Chains," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/12, Jul.
• Chaohua Dong & Jiti Gao, 2012, "Expansion of Lévy Process Functionals and Its Application in Statistical Estimation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/12, Jan.
• Jiti Gao, 2012, "Identification, Estimation and Specification in a Class of Semiparametic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/12, Mar.
• Chaohua Dong & Jiti Gao, 2012, "Solving Replication Problems in Complete Market by Orthogonal Series Expansion," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/12, Mar.
• Arnaud Dupuy & Alfred Galichon, 2012, "Canonical Correlation and Assortative Matching: a remark," Working Papers, Maastricht School of Management, number 2012/40, Oct.
• KHIM Samitt, 2012, "The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations," Business and Economic Research, Macrothink Institute, volume 2, issue 2, pages 119-135, December.
• Alessandro Giovannelli, 2012, "Nonlinear Forecasting Using a Large Number of Predictors," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 143-150.
• Tamrat W. Gashaw & Michael J. Ryan, 2012, "Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model," Journal of Economic Insight, Missouri Valley Economic Association, volume 38, issue 2, pages 79-107.
• Jan F. KIVIET & Garry D.A. PHILLIPS, 2012, "Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1206, Jun.
• Jan F. KIVIET, 2012, "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1207, Jul.
• James D. Hamilton & Jing Cynthia Wu, 2012, "Identification and Estimation of Gaussian Affine Term Structure Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17772, Jan.
• Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James, 2012, "Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration," NBER Working Papers, National Bureau of Economic Research, Inc, number 17890, Mar.
• Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012, "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers, National Bureau of Economic Research, Inc, number 18449, Oct.
• David Card & David Lee & Zhuan Pei & Andrea Weber, 2012, "Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design," NBER Working Papers, National Bureau of Economic Research, Inc, number 18564, Nov.
• Lessmann, Ortrud, 2012, "Applying the Capability Approach Empirically: An Overview with Special Attention to Labor," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, volume 23, issue 2, pages 98-118.
• Lucian-Liviu Albu, 2012, "A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu," New Trends in Modelling and Economic Forecast (MEF 2011), ROMANIAN ACADEMY – INSTITUTE FOR ECONOMIC FORECASTING;"Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences, volume 1, issue 1, pages 11-27, January.
• Per A. Mykland & Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2012-W02, Feb.
• Mattoscio Nicola & Bucciarelli Edgardo & Odoardi Iacopo & Persico Tony Ernesto, 2012, "AN EXAMINATION OF OKUN'(tm)S LAW: EVIDENCE FROM EUROPEAN TARGET COUNTRIES," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 237-243, December.
• Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
• Fulvio Corsi & Francesco Audrino, 2012, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 591-616, September.
• Seung C. Ahn & Christopher Gadarowski & M. Fabricio Perez, 2012, "Robust Two-Pass Cross-Sectional Regressions: A Minimum Distance Approach," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 4, pages 669-701, September.
• Burcã Ana-Maria & Bãtrînca Ghiorghe, 2012, "Pricing General Insurance in a Competitive Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1008-1011, Decembre.
• Aivaz Kamer Ainur, 2012, "The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 317-320, Decembre.
• Aivaz Kamer Ainur & Albu Lucian-Liviu, 2012, "A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 321-325, Decembre.
• Moraru Andreea-Daniela & Moise-Titei Adina, 2012, "Consumption and its Determinants - A Model of the Households’ Individual Final Consumption in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 459-462, Decembre.
• Neil Shephard & Kevin Sheppard, 2012, "Efficient and feasible inference for the components of financial variation using blocked multipower variation," Economics Series Working Papers, University of Oxford, Department of Economics, number 593, Feb.
• Debopam Bhattacharya & Shin Kanaya & Margaret Stevens, 2012, "Are University Admissions Academically Fair?," Economics Series Working Papers, University of Oxford, Department of Economics, number 608, Jun.
• Salmerón Gómez, Román & Gómez Haro, Samuel, 2012, "Relación entre los factores institucionales y el emprendimiento: análisis mediante técnicas cuantitativas || Relationship between Institutional Factors and Entrepreneurship: A Quantitative Analysis," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 13, issue 1, pages 54-72, June.
• Alexios Ghalanos & Eduardo Rossi & Giovanni Urga, 2012, "Independent Factor Autoregressive Conditional Density Model," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 021, Nov.
• Xu Cheng & Zhipeng Liao, 2012, "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 12-045, Nov.
• Javed Iqbal & M. Nadim Hanif, 2012, "Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 3, pages 257-272.
• Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed, 2012, "Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 51, issue 4, pages 277-287.
• Duarte Guimarães & Ana Paula Ribeiro & Sandra Tavares Silva, 2012, "Macroeconomic Fundamentals of Poverty and Deprivation: an empirical study for developed countries," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 460, May.
• Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone, 2012, "Constructing Optimal Density Forecasts from Point Forecast Combinations," Série Textos para Discussão (Working Papers), Programa de Pós-Graduação em Economia - PPGE, Universidade Federal da Paraíba, number 5.
• Iqbal, Javed, 2012, "Comparing performance of statistical models for individual’s ability index and ranking," MPRA Paper, University Library of Munich, Germany, number 35893, Jan, revised 01 Jan 2012.
• Medel, Carlos A., 2012, "How informative are in-sample information criteria to forecasting? the case of Chilean GDP," MPRA Paper, University Library of Munich, Germany, number 35949, Jan.
• Medel, Carlos A., 2012, "¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
  [Akaike or Schwarz? Which One is a Better Predictor of Chilean GDP?]," MPRA Paper, University Library of Munich, Germany, number 35950, Jan.
• Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand," MPRA Paper, University Library of Munich, Germany, number 36205, Jan.
• Okpara, Godwin Chigozie, 2012, "On whether foreign direct investment catalyzes economic development in Nigeria," MPRA Paper, University Library of Munich, Germany, number 36319, Jan, revised 27 Jan 2012.
• Halkos, George & Kevork, Ilias, 2012, "Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand," MPRA Paper, University Library of Munich, Germany, number 36460, Feb.
• Matyas, Laszlo & Hornok, Cecilia & Pus, Daria, 2012, "The formulation and estimation of random effects panel data models of trade," MPRA Paper, University Library of Munich, Germany, number 36789, Feb.
• Chen, Liang, 2012, "Identifying observed factors in approximate factor models: estimation and hypothesis testing," MPRA Paper, University Library of Munich, Germany, number 37514, Mar.
• Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri, 2012, "Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests," MPRA Paper, University Library of Munich, Germany, number 37653, Mar.
• Chalabi, Yohan / Y. & Scott, David J & Wuertz, Diethelm, 2012, "An asymmetry-steepness parameterization of the generalized lambda distribution," MPRA Paper, University Library of Munich, Germany, number 37814.
• Bekker, Paul A. & Crudu, Federico, 2012, "Symmetric Jackknife Instrumental Variable Estimation," MPRA Paper, University Library of Munich, Germany, number 37853, Apr.
• Fe, Eduardo, 2012, "Efficient estimation in regression discontinuity designs via asymmetric kernels," MPRA Paper, University Library of Munich, Germany, number 38164, Feb.
• Chambers, Marcus J. & Kyriacou, Maria, 2012, "Jackknife bias reduction in autoregressive models with a unit root," MPRA Paper, University Library of Munich, Germany, number 38255, Feb.
• Parrini, Alessandro, 2012, "Indirect estimation of GARCH models with alpha-stable innovations," MPRA Paper, University Library of Munich, Germany, number 38544, Apr.
• Balli, Hatice Ozer & Sorensen, Bent E., 2012, "Interaction effects in econometrics," MPRA Paper, University Library of Munich, Germany, number 38608, Apr.
• Fan, Jianqing & Liao, Yuan, 2012, "Endogeneity in ultrahigh dimension," MPRA Paper, University Library of Munich, Germany, number 38698.
• Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash, 2012, "Determinants of the exit decision of foreign banks in India," MPRA Paper, University Library of Munich, Germany, number 38722, May.
• Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia, 2012, "Item selection by an extended Latent Class model: An application to nursing homes evaluation," MPRA Paper, University Library of Munich, Germany, number 38757, Apr.
• Kuzmin, Evgeny Anatol'evich, 2012, "Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators," MPRA Paper, University Library of Munich, Germany, number 39584, Jun.
• Tommaso, Proietti & Alessandra, Luati, 2012, "Maximum likelihood estimation of time series models: the Kalman filter and beyond," MPRA Paper, University Library of Munich, Germany, number 39600, Apr.
• Halkos, George & Kevork, Ilias, 2012, "Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand," MPRA Paper, University Library of Munich, Germany, number 39650, Jun.
• Ahmed, Waqas & Haider, Adnan & Iqbal, Javed, 2012, "Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries," MPRA Paper, University Library of Munich, Germany, number 39736, Jun.
• Dinda, Soumyananda, 2012, "Factors Determining FDI in Nigeria: Role of Emerging Economies," MPRA Paper, University Library of Munich, Germany, number 40192, Jul, revised 20 Jul 2012.
• Bontempi, Maria Elena & Mammi, Irene, 2012, "A strategy to reduce the count of moment conditions in panel data GMM," MPRA Paper, University Library of Munich, Germany, number 40720, Aug.
• Halkos, George & Kevork, Ilias, 2012, "Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis," MPRA Paper, University Library of Munich, Germany, number 40724, Aug.
• Tsionas, Mike, 2012, "Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models," MPRA Paper, University Library of Munich, Germany, number 40966, May, revised 20 Aug 2012.
• Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu, 2012, "Survival prediction based on compound covariate under cox proportional hazard models," MPRA Paper, University Library of Munich, Germany, number 41149.
• Barnett, William A. & Serletis, Apostolos & Serletis, Demitre, 2012, "Nonlinear and Complex Dynamics in Economics," MPRA Paper, University Library of Munich, Germany, number 41245, Sep.
• Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel, 2012, "Garch models without positivity constraints: exponential or log garch?," MPRA Paper, University Library of Munich, Germany, number 41373, Sep.